Spherical Harmonics and Approximations on the Unit Sphere: An Introduction [2012 ed.] 9783642259821, 9783642259838, 3642259820, 3642259839

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Lecture Notes in Mathematics Editors: J.-M. Morel, Cachan B. Teissier, Paris

For further volumes: http://www.springer.com/series/304

2044

•

Kendall Atkinson

•

Weimin Han

Spherical Harmonics and Approximations on the Unit Sphere: An Introduction

123

Kendall Atkinson University of Iowa Department of Mathematics and Department of Computer Science Iowa City, IA 52242 USA

Weimin Han University of Iowa Department of Mathematics Iowa City, IA 52242 USA

ISBN 978-3-642-25982-1 e-ISBN 978-3-642-25983-8 DOI 10.1007/978-3-642-25983-8 Springer Heidelberg Dordrecht London New York Lecture Notes in Mathematics ISSN print edition: 0075-8434 ISSN electronic edition: 1617-9692 Library of Congress Control Number: 2012931330 Mathematics Subject Classification (2010): 41A30, 65N30, 65R20 c Springer-Verlag Berlin Heidelberg 2012  This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

Spherical harmonics have been studied extensively and applied to solving a wide range of problems in the sciences and engineering. Interest in approximations and numerical methods for problems over spheres has grown steadily. These notes provide an introduction to the theory of spherical harmonics in an arbitrary dimension as well as a summarizing account of classical and recent results on some aspects of approximation by spherical polynomials and numerical integration over the sphere. The notes are intended for graduate students in the mathematical sciences and researchers who are interested in solving problems involving partial differential and integral equations on the sphere, especially on the unit sphere S2 in R3 . We also discuss briefly some related work for approximation on the unit disk in R2 , with those results being generalizable to the unit ball in more dimensions. The subject of theoretical approximation of functions on Sd , d > 2, using spherical polynomials has been an active area of research over the past several decades. We summarize some of the major results, giving some insight into them; however, these notes are not intended to be a complete development of the theory of approximation of functions on Sd by spherical polynomials. There are a number of other approaches to the approximation of functions on the sphere. These include spline functions on the sphere, wavelets, and meshless discretization methods using radial basis functions. For a general survey of approximation methods on the sphere, see Fasshauer and Schumaker [46]; and for a more complete development, see Freeden et al. [47]. For more recent books devoted to radial basis function methods, see Buhmann [24], Fasshauer [45], and Wendland [118]. For a recent survey of numerical integration over S2 , see Hesse et al. [63]. During the preparation of the book, we received helpful suggestions from numerous colleagues and friends. We particularly thank Feng Dai (University of Alberta), Mahadevan Ganesh (Colorado School of Mines), Olaf Hansen

v

vi

Preface

(California State University, San Marcos), and Yuan Xu (University of Oregon). We also thank the anonymous reviewers for their comments that have helped improve the final manuscript. This work was partially supported by a grant from the Simons Foundation (# 207052 to Weimin Han).

Contents

1

Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2 The Γ-Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.3 Basic Results Related to the Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1 3 5 6

2

Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.1 Spherical Harmonics Through Primitive Spaces . . . . . . . . . . . . . . . 2.1.1 Spaces of Homogeneous Polynomials . . . . . . . . . . . . . . . . . . 2.1.2 Legendre Harmonic and Legendre Polynomial .. . . . . . . 2.1.3 Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Addition Theorem and Its Consequences . . . . . . . . . . . . . . . . . . . . . . 2.3 A Projection Operator .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.4 Relations Among Polynomial Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.5 The Funk–Hecke Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6 Legendre Polynomials: Representation Formulas . . . . . . . . . . . . . . 2.6.1 Rodrigues Representation Formula . . . . . . . . . . . . . . . . . . . . 2.6.2 Integral Representation Formulas .. . . . . . . . . . . . . . . . . . . . . 2.7 Legendre Polynomials: Properties.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.7.1 Integrals, Orthogonality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.7.2 Differential Equation and Distribution of Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.7.3 Recursion Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.7.4 Generating Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.7.5 Values and Bounds. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8 Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8.1 Completeness in C(Sd−1 ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8.2 Completeness in C(Sd−1 ) via the Poisson Identity . . . 2.8.3 Convergence of Fourier–Laplace Series . . . . . . . . . . . . . . . . 2.8.4 Completeness in L2 (Sd−1 ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.9 The Gegenbauer Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

11 11 13 17 19 20 26 30 34 36 36 39 41 42 43 45 52 56 60 60 64 66 69 71

vii

viii

Contents

2.10 The Associated Legendre Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.10.1 Definition and Representation Formulas . . . . . . . . . . . . . . 2.10.2 Properties.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.10.3 Normalized Associated Legendre Functions . . . . . . . . . . . 2.11 Generating Orthonormalized Bases for Spherical Harmonic Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

4

5

Differentiation and Integration over the Sphere . . . . . . . . . . . . . . 3.1 The Laplace–Beltrami Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 A Formula for the Laplace–Beltrami Operator . . . . . . . . . . . . . . . . 3.3 Spherical Harmonics As Eigenfunctions of the Laplace–Beltrami Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.4 Some Integration Formulas .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.5 Some Differentiation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.6 Some Integral Identities for Spherical Harmonics.. . . . . . . . . . . . . 3.7 Integral Identities Through the Funk–Hecke Formula .. . . . . . . . 3.7.1 A Family of Integral Identities for Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.7.2 Some Extensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.8 Sobolev Spaces on the Unit Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.9 Positive Definite Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Approximation Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.1 Spherical Polynomials.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2 Best Approximation on the Unit Sphere . . . . . . . . . . . . . . . . . . . . . . . 4.2.1 The Approach to Best Approximation of Dai and Xu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2.2 The Approach to Best Approximation of Ragozin . . . 4.2.3 Best Simultaneous Approximation Including Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2.4 Lebesgue Constants .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2.5 Best Approximation for a Parameterized Family . . . . . 4.3 Approximation on the Unit Disk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.3.1 Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.3.2 Properties of Orthogonal Polynomials over B2 . . . . . . . 4.3.3 Orthogonal Expansions .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Numerical Quadrature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.1 The Use of Univariate Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2 Composite Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2.1 The Centroid Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2.2 General Composite Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2.3 Error Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.3 High Order Gauss-Type Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.3.1 Efficiency of a High-Order Formula . . . . . . . . . . . . . . . . . . . 5.3.2 The Centroid Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.3.3 An Alternative Approach.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

74 74 77 80 81 87 87 94 96 100 104 106 113 114 118 119 124 131 132 135 136 142 149 150 152 154 155 161 162 165 166 172 174 176 178 185 188 189 190

Contents

5.4 5.5

Integration of Scattered Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Integration of Singular Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.5.1 Singular Integrands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quadrature over the Unit Disk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.6.1 A Product Gauss Formula.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete Orthogonal Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.7.1 Hyperinterpolation over S2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.7.2 Hyperinterpolation over the Unit Disk . . . . . . . . . . . . . . . .

193 195 199 201 202 203 204 210

Applications: Spectral Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1 A Boundary Integral Equation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1.1 Convergence Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1.2 Quadrature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1.3 A Numerical Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 A Spectral Method for a Partial Differential Equation. . . . . . . . 6.2.1 Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2.2 A Numerical Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.3 A Galerkin Method for a Beltrami-Type Equation .. . . . . . . . . . .

211 212 214 217 220 224 229 230 232

5.6 5.7

6

ix

References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237 Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243

Chapter 1

Preliminaries

The study of spherical harmonics has a long history, over 200 years by now. Classical spherical harmonics on the unit sphere of three dimensional Euclidean space can be viewed as extensions of trigonometric functions on the unit circle. Originally introduced for the study of gravitational theory in the works of Laplace and Legendre in the 1780s, spherical harmonics have been studied extensively and applied to solving a wide range of problems in the natural sciences and engineering, including geosciences, neutron transport theory, astronomy, heat transfer theory, optics, atmospheric physics, oceanic physics, quantum mechanics and other areas [29,30,38,43,49,82,86,116,122]. As an example, in a number of disciplines of science and engineering, an equation of central importance is the radiative transfer equation or transport equation. The steady-state monoenergetic version of the radiative transfer equation is ω·∇u(x, ω) + μt (x) u(x, ω) = μs (x) (Su)(x, ω) + f (x, ω).

(1.1)

Here x ∈ R3 is a spatial variable, ω ∈ S2 is a direction variable, S2 being the unit sphere in R3 , μt = μa + μs . In optics, μa is the absorption coefficient, μs is the scattering coefficient, f is a light source function. The symbol S on the right side of (1.1) is an integral operator defined by  (Su)(x, ω) =

S2

ˆ u(x, ω) ˆ dσ(ω), ˆ η(x, ω·ω)

η being a nonnegative normalized phase function:  ˆ dσ(ω) ˆ = 1 ∀ x, ∀ ω ∈ S2 . η(x, ω·ω) S2

In the literature, the function η is usually assumed to be independent of x, ˆ instead of η(x, ω·ω). ˆ One well-known example is and then we write η(ω·ω) K. Atkinson and W. Han, Spherical Harmonics and Approximations on the Unit Sphere: An Introduction, Lecture Notes in Mathematics 2044, DOI 10.1007/978-3-642-25983-8 1, © Springer-Verlag Berlin Heidelberg 2012

1

2

1

Preliminaries

the Henyey–Greenstein phase function (cf. [62]) η(t) =

1 − r2 , 4π(1 + r2 − 2rt)3/2

t ∈ [−1, 1],

(1.2)

where the parameter r ∈ (−1, 1) is the anisotropy factor of the scattering medium. Note that r = 0 for isotropic scattering, r > 0 for forward scattering, and r < 0 for backward scattering. Such issues as function approximation and numerical integration over the unit sphere arise naturally in numerically solving the radiative transfer equation (1.1). Approximation of a solution of the equation through a linear combination of spherical harmonics of an order up to N leads to the PN methods in the literature [74]. Since the radiative transfer equation is a high dimensional problem with five independent variables, numerical methods that allow easy parallel implementation are attractive. In this regard, discontinuous Galerkin methods appear to be a good choice for the discretization of the radiative transfer equation. Some discontinuous Galerkin methods for the radiative transfer equation are studied in [57]. In recent years, inverse problems with the radiative transfer equation as the forward model have found applications in optical molecular imaging [6, 7, 19, 56]. This book intends to present the theory of the spherical harmonics on the unit sphere of a general d-dimensional Euclidean space and provides a summarizing account of function approximation and numerical integration over the unit sphere S2 and the related problem of approximation over the unit disk in R2 , including recent research results. Several excellent books are available on spherical harmonics, e.g., [47, 78, 84, 85]. The presentation of the theory of the spherical harmonics is given here in a manner similar to [85], yet more easily accessible to a reader with only a basic knowledge of analysis. This is done in Chaps. 2 and 3. Function approximation over the unit sphere in R3 and the unit disk in R2 are discussed in Chap. 4. Numerical integration over the unit sphere in R3 and the unit disk in R2 is the topic of Chap. 5. The book ends with Chap. 6 on examples of spectral methods over the unit sphere and the unit disk. A boundary integral equation in R3 is converted to one over the unit sphere in R3 , and a boundary value problem for a partial differential equation in R2 is converted to one over the unit disk in R2 . Spectral numerical methods are then proposed and analyzed for the solution of these transformed problems. This chapter of applications ends with a spectral method for solving the Laplace–Beltrami equation over Sd . This preliminary chapter presents notation that will be used regularly throughout the book, as well as a brief introduction to the Γ-function that will be needed later in the study of spherical harmonics. In the final section of the chapter, we introduce some basic results related to the sphere.

1.1 Notations

1.1

3

Notations

We adopt the symbol “:=” for equality by definition. We will use the following sets of numbers: N: the set of positive integers N0 : the set of non-negative integers Z: the set of integers R: the set of real numbers R+ : the set of positive numbers C: the set of complex numbers For x ∈ R, [x] denotes the smallest integer that is larger than or equal to x. For m, n ∈ N0 , m ≥ n, the binomial coefficient   m m! . := n n! (m − n)! Here m! is the m factorial, m! := 1 · 2 · · · m

for m ∈ N,

0! := 1.

We also recall the notation of double factorial for later use,  m!! =

m (m − 2) (m − 4) · · · 2, m (m − 2) (m − 4) · · · 1,

m even, m odd,

0!! = 1.

Throughout this work, except in Chap. 5, we use d ∈ N to represent the dimension of a geometric set. The set   Rd := x = (x1 , · · · , xd )T : xj ∈ R, 1 ≤ j ≤ d is the d-dimensional Euclidean space with the inner product and norm (x, y) :=

d 

xj yj ,

|x| := (x, x)1/2

for x, y ∈ Rd .

j=1

In Rd , we use the canonical basis e1 = (1, 0, · · · , 0)T , and write x=

··· , d  j=1

ed = (0, · · · , 0, 1)T

xj ej

4

1

Preliminaries

for x ∈ Rd . Sometimes it is helpful to show the dimension explicitly and then we will write x(d) instead of x. Thus, x(d) = x(d−1) + xd ed . Here, x(d−1) = (x1 , . . . , xd−1 , 0)T ∈ Rd . For convenience, we will use the symbol x(d−1) to also mean the (d − 1)-dimensional vector (x1 , . . . , xd−1 )T . This will not cause confusion from the context. We will frequently use the unit sphere in Rd ,

Sd−1 := ξ ∈ Rd : |ξ| = 1 . Usually we simply say the sphere to mean the unit sphere. For any 0 = x ∈ Rd , we have x = |x| ξ with ξ ∈ Sd−1 . The (Euclidean) distance between two points ξ, η ∈ Sd−1 is |ξ − η| =

 2 (1 − ξ·η).

The geodesic distance between ξ and η on Sd−1 is the angle between the two vectors: θ(ξ, η) := arccos(ξ·η) ∈ [0, π]. It is also the arc-length of the shortest path connecting ξ and η. From the elementary inequalities 2 t ≤ sin t ≤ t, π

t ∈ [0, π/2],

we can deduce the following equivalence relation between the two definitions of distance: 2 θ(ξ, η) ≤ |ξ − η| ≤ θ(ξ, η), ξ, η ∈ Sd−1 . π It is convenient to use the multi-index notation. A multi-index with d components is α = (α1 , · · · , αd ), α1 , · · · , αd ∈ N0 . When we need to indicate explicitly the dependence on the dimension, we write α(d) instead of α. The d length of α is |α| = j=1 αj . We write α! to mean α1 ! · · · αd !. With x = (x1 , · · · , xd )T we define αd 1 xα := xα 1 · · · xd .

Similarly, with the gradient operator ∇ = (∂x1 , · · · , ∂xd )T , we define ∇α :=

1 ∂xα 1

∂ |α| . d · · · ∂xα d

1.2 The Γ-Function

5

Note in passing that the Laplacian operator Δ=∇·∇=

2 d   ∂ . ∂xj j=1

When it is necessary, we write Δ(d) and ∇(d) to indicate the spatial dimension d explicitly.

1.2

The Γ-Function

The Γ-function will be frequently used throughout this book. Definition 1.1. 

∞

Γ(x) :=

tx−1 e−t dt,

0

x ∈ R+ .

(1.3)

The following formulas can be verified [5, Chap. 1]. 

∞

tx−1 e−at dt = b−1 a−x/b Γ(x/b), b

0

 0

1

|ln t|

x−1

dt = Γ(x),

x, a, b ∈ R+ ,

x ∈ R+ ,

(1.4) (1.5)

Γ(x + 1) = x Γ(x), x ∈ R+ ,  ∞ (k) Γ (x) = (ln t)k tx−1 e−t dt, 0

(1.6) k ∈ N0 , x ∈ R+ .

(1.7)

Obviously, Γ(1) = 1. Hence, from the formula (1.6) we deduce that Γ(n + 1) = n!,

n ∈ N0 .

(1.8)

In other words, the Γ-function extends the factorial operator from positive integers to positive numbers. We also have the value Γ(1/2) =

√ π.

Using (1.6), we have        1 1 1 3 1 Γ n+ = n− n− ··· Γ 2 2 2 2 2   1 1 · 3 · 5 · · · (2n − 1) = Γ , 2n 2

(1.9)

6

1

Preliminaries

which can be expressed as, with the help of (1.9),   1 (2n)! √ (2n − 1)!! √ Γ n+ π = 2n π. = n 2 2 2 n!

(1.10)

Stirling’s formula provides the asymptotic order of the Γ-function when its argument tends to ∞: Γ(x) lim √ = 1. x→∞ 2 π xx−1/2 e−x

(1.11)

Choosing x = n + 1 ∈ N in (1.11), we deduce that n! = 1. lim √ 2 π n nn e−n

n→∞

We write n! ∼

n n √ 2πn e

for n sufficiently large.

Pochhammer’s symbol is defined as follows. Let x ∈ R. Then, (x)0 := 1,

(x)n := x (x + 1) (x + 2) · · · (x + n − 1) , n ∈ N.

It is handy to note (x)n =

Γ(x + n) Γ(x)

for x ∈ R+ .

(1.12)

A closely related function is the beta-function, 

1

B(x, y) := 0

tx−1 (1 − t)y−1 dt,

x, y ∈ R+ .

(1.13)

We have the following relation: B(x, y) =

1.3

Γ(x) Γ(y) , Γ(x + y)

x, y ∈ R+ .

(1.14)

Basic Results Related to the Sphere

We use dV d for the d-dimensional volume element and dS d−1 for the (d − 1)dimensional surface element over the unit sphere Sd−1 . Over the surface of a general domain, we use dσ for the surface element.

1.3 Basic Results Related to the Sphere

7

For d ≥ 3, we write, for ξ = ξ(d) ∈ Sd−1 , ξ (d) = t ed +

 1 − t2 ξ (d−1) ,

t ∈ [−1, 1], ξ (d−1) ∈ Sd−1 .

(1.15)

Here and below, similar to x(d−1) , depending on the context, we use ξ (d−1) to represent both a d-dimensional vector (ξ1 , . . . , ξd−1 , 0)T ∈ Sd−1 and a (d − 1)dimensional vector (ξ1 , . . . , ξd−1 )T ∈ Sd−2 . Then it can be shown that [85, Sect. 1] for d ≥ 3,  d−3 dS d−1 (t ed + 1 − t2 ξ(d−1) ) = (1 − t2 ) 2 dt dS d−2 (ξ (d−1) ), (1.16) or simply, dS d−1 = (1 − t2 )

d−3 2

dt dS d−2 .

(1.17)

2

As an example, let d = 3. For a generic point in S , in spherical coordinates, ξ (3)

⎛ ⎞ cos φ sin θ = ⎝ sin φ sin θ ⎠ , cos θ

0 ≤ φ < 2π, 0 ≤ θ ≤ π.

Denote t = cos θ ∈ [−1, 1],

ξ (2)

Then, ξ (3) = t e3 +

⎛ ⎞ cos φ = ⎝ sin φ ⎠ ∈ S2 . 0

 1 − t2 ξ (2) .

Furthermore, dS 1 = dφ and (1.17) takes the form dS 2 = dt dφ. The formula (1.17) will be applied frequently later in the book. In particular, we can use this formula to compute the surface area of the unit sphere  dS d−1 . |Sd−1 | := Sd−1

We have  |S

d−1

|=

1

−1

2

(1 − t )

d−3 2





dt

dS

d−2

Sd−2

= |S

d−2

|

1

−1

(1 − t2 )

d−3 2

dt.

To compute the integral, we use the change of variable s = t2 . Then, 

1

−1

(1 − t2 )

d−3 2



1

dt = 0

=

1

s− 2 (1 − s)

Γ( 12 ) Γ( d−1 2 ) Γ( d2 )

d−3 2

√ =

 ds = B π Γ( d−1 2 ) Γ( d2 )

1 d−1 , 2 2 .



8

1

Preliminaries

|S1 | = 2 π.

(1.18)

Thus, we have the recursive relation |S

d−1

|=

√ π Γ( d−1 2 ) Γ( d2 )

|Sd−2 | for d ≥ 3,

We derive from (1.18) the following formula d

|Sd−1 | =

2π2 . Γ( d2 )

(1.19)

This formula is proved for d ≥ 2; for d = 2, S1 is the unit circle and |S1 | = 2π is the circumference of the unit circle. We will use the formula (1.19) also for d = 1 by defining |S0 | := 2. Note that the formula (1.19) can also be stated as follows: |S2k−1 | =

2 πk , (k − 1)!

|S2k | =

2k+1 π k , (2k − 1)!!

k ∈ N.

We record some useful relations in computing integrals with change of variables. Their proofs can be found in [85, Sect. 1]. If A ∈ Rd×d is orthogonal, then dS d−1 (Aξ) = dS d−1 (ξ), dV d (Ax) = dV d (x). With polar coordinates x(d) = rξ (d) , r = |x(d) | and ξ(d) = ξ ∈ Sd−1 , we have dV d (rξ) = rd−1 dr dS d−1 (ξ). We denote by C(Sd−1 ) the space of complex-valued or real-valued continuous functions on Sd−1 . This is a Banach space with its canonical norm

f ∞ := sup{|f (ξ)| : ξ ∈ Sd−1 }. We denote by L2 (Sd−1 ) the space of complex-valued or real-valued squared integrable functions on Sd−1 . This is a Hilbert space with the canonical inner product  f g dS d−1 (f, g) := Sd−1

and its induced norm

f 2 := (f, f )1/2 . We will also use (f, g)L2 (Sd−1 ) or (f, g)Sd−1 for the L2 (Sd−1 ) inner product, and use · L2 (Sd−1 ) for the L2 (Sd−1 ) norm. We will consider the space C(Sd−1 ) with the L2 (Sd−1 ) inner product and norm. Note that then C(Sd−1 ) is not complete. The closure of C(Sd−1 ) with respect to the · 2 norm is L2 (Sd−1 ). In other words, given an f ∈ L2 (Sd−1 ), there exists a sequence {fn } ⊂ C(Sd−1 ) such that

1.3 Basic Results Related to the Sphere

9

fn − f 2 → 0

as n → ∞.

For f ∈ C(Sd−1 ), define its modulus of continuity ω(f ; δ) := sup{|f (ξ) − f (η)| : ξ, η ∈ Sd−1 , |ξ − η| ≤ δ}

(1.20)

for δ ∈ (0, 1). Then ω(f ; δ) → 0

as δ → 0.

For δ ∈ (0, 1), define the set

Ωδ = x ∈ Rd : |x| ∈ [1 − δ, 1 + δ] .

(1.21)

In studying a function f defined on Sd−1 , a useful trick is to consider its following extension f ∗ (x) := f



x |x|

 = f (ξ) for x ∈ Ωδ .

(1.22)

For k ∈ N, we say f is k-times continuously differentiable on Sd−1 whenever f ∗ is k-times continuously differentiable in Ωδ . Obviously, this definition of differentiability of f on Sd−1 does not depend on the choice of δ ∈ (0, 1). For k ∈ N0 , we define C k (Sd−1 ) to be the space of complex-valued or real-valued functions on Sd−1 that are k-times continuously differentiable; C 0 (Sd−1 ) ≡ C(Sd−1 ). We define the norm

f C k (Sd−1 ) := f ∗ C k (Ωδ ) .

(1.23)

The right side of (1.23) does not depend on the choice of δ ∈ (0, 1). We will use the simplified notation f ∞ for f C(Sd−1 ) . Under the norm (1.23), C k (Sd−1 ) is a Banach space.

Chapter 2

Spherical Harmonics

This chapter presents a theory of spherical harmonics from the viewpoint of invariant linear function spaces on the sphere. It is shown that the system of spherical harmonics is the only system of invariant function spaces that is both complete and closed, and cannot be reduced further. In this chapter, the dimension d ≥ 2. Spherical harmonics are introduced in Sect. 2.1 as the restriction to the unit sphere of harmonic homogeneous polynomials. Two very important properties of the spherical harmonics are the addition theorem and the Funk–Hecke formula, and these are discussed in Sects. 2.2 and 2.5, respectively. A projection operator into spherical harmonic function subspaces is introduced in Sect. 2.3; this operator is useful in proving various properties of the spherical harmonics. Since several polynomial spaces are used, it is convenient to include a discussion on relations of these spaces and this is done in Sect. 2.4. Legendre polynomials play an essential role in the study of the spherical harmonics. Representation formulas for Legendre polynomials are given in Sect. 2.6, whereas numerous properties of the polynomials are discussed in Sect. 2.7. Completeness of the spherical harmonics in C(Sd−1 ) and L2 (Sd−1 ) is the topic of Sect. 2.8, and this refers to the property that linear combinations of the spherical harmonics are dense in C(Sd−1 ) and in L2 (Sd−1 ). As an extension of the Legendre polynomials, the Gegenbauer polynomials are introduced in Sect. 2.9. The last two sections of the chapter, Sects. 2.10 and 2.11, are devoted to a discussion of the associated Legendre functions and their role in generating orthonormal bases for spherical harmonic function spaces.

2.1

Spherical Harmonics Through Primitive Spaces

We start with more notation. We use Od for the set of all real orthogonal matrices of order d. Recall that A ∈ Rd×d is orthogonal if AT A = I, or alternatively, AAT = I, I = Id being the identity matrix of order d. K. Atkinson and W. Han, Spherical Harmonics and Approximations on the Unit Sphere: An Introduction, Lecture Notes in Mathematics 2044, DOI 10.1007/978-3-642-25983-8 2, © Springer-Verlag Berlin Heidelberg 2012

11

12

2

Spherical Harmonics

The product of two orthogonal matrices is again orthogonal. In algebra terminology, Od is a group; but in this book, we will avoid using this term. It is easy to see that det(A) = ±1 for any A ∈ Od . The subset of those matrices in Od with the determinant equal to 1 is denoted as SOd . For any non-zero vector η ∈ Rd ,

Od (η) := A ∈ Od : Aη = η is the subset of orthogonal matrices that leave the one-dimensional subspace span{η} := {α η : α ∈ R} unchanged. For a function f : Rd → C and a matrix A ∈ Rd×d , we define fA : Rd → C by the formula fA (x) = f (Ax) ∀ x ∈ Rd . We will use this definition mainly for A ∈ Od and for study of symmetry properties of functions. Proposition 2.1. If fA = f for any A ∈ Od , then f (x) depends on x through |x|, so that f is constant on a sphere of an arbitrary radius. Proof. For any two vectors x, y ∈ Rd with |x| = |y|, we can find a matrix A ∈ Od such that Ax = y. Thus, f (x) = fA (x) = f (y) and the proof is completed.   Consider the subset Od (ed ). It is easy to show that any A ∈ Od (ed ) is of the form   A1 0 A= (2.1) , A1 ∈ Od−1 . 0T 1 Similar to Proposition 2.1, if fA = f for any A ∈ Od (ed ), then f (x) depends on x through |x(d−1) | and xd . We will introduce spherical harmonic spaces of different orders as primitive subspaces of C(Sd−1 ). Consider a general subspace V of functions defined in Rd or over a subset of Rd . Definition 2.2. V is said to be invariant if f ∈ V and A ∈ Od imply fA ∈ V. Assume V is an invariant subspace of an inner product function space with the inner product (·, ·). Then V is said to be reducible if V = V1 + V2 with V1 = ∅, V2 = ∅, both invariant, and V1 ⊥ V2 . V is irreducible if it is not reducible. V is said to be primitive if it is both invariant and irreducible. We note that V1 ⊥ V2 refers to the property that (f, g) = 0 ∀ f ∈ V1 , ∀ g ∈ V2 .

Definition 2.3. Given f : Rd → C, define span fA : A ∈ Od , the space of d functions constructed through of all the convergent f and O , to be the space combinations of the form j≥1 cj fAj with Aj ∈ Od and cj ∈ C.

2.1 Spherical Harmonics Through Primitive Spaces

13

For the above definition, it is easy to see span fA : A ∈ Od is a function subspace. Moreover, if V is a finite dimensional primitive space, then

V = span fA : A ∈ Od

2.1.1

∀ 0 = f ∈ V.

Spaces of Homogeneous Polynomials

We start with Hdn , the space of all homogeneous polynomials of degree n in d dimensions. The space Hdn consists of all the functions of the form 

aα xα , aα ∈ C.

|α|=n

As some concrete examples,   H22 = a1 x21 + a2 x1 x2 + a3 x22 : aj ∈ C ,   H32 = a1 x21 + a2 x1 x2 + a3 x1 x3 + a4 x22 + a5 x2 x3 + a6 x23 : aj ∈ C ,   H23 = a1 x31 + a2 x21 x2 + a3 x1 x22 + a4 x32 : aj ∈ C . It is easy to see that Hdn is a finite dimensional invariant space. To determine the dimension dim Hdn , we need to count the number of monomials of degree n: xα with αi ≥ 0 and α1 + · · · + αd = n. We consider a set of n + d − 1 numbers: 1, 2, . . . , n + d − 1. Let us remove from the set d − 1 numbers, say β1 < · · · < βd−1 . Denote β0 = 0 and βd = n + d. Then define αi = βi − βi−1 − 1,

1 ≤ i ≤ d,

i.e., define αi to be the number of integers between βi−1 and βi , exclusive. n Note that i=1 αi = d. This establishes a one-to-one correspondence between the set of non-negative integers α1 , . . . , αd with a sum n and the set of d − 1 distinct positive integers β1 < · · · < βd−1 between 1 and n + d − 1. Since the number of ways of selecting d − 1 different numbers from a set of n + d − 1 numbers is   n+d−1 , d−1 we have dim Hdn

    n+d−1 n+d−1 = = . d−1 n

(2.2)

14

2

Spherical Harmonics

In particular, for d = 2 and 3, we have dim H2n = n + 1,

dim H3n =

1 (n + 1) (n + 2). 2

(2.3)

We give in passing a compact formula for the generating function of the sequence {dim Hdn }n≥0 , ∞   dim Hdn z n . n=0

Recall the Taylor expansion (e.g., deduced from [9, (1.1.7)]) s

(1 + x) =

∞    s n=0

n

n

x ,

  s s (s − 1) · · · (s − n + 1) . := n n!

|x| < 1,

Replacing x by (−x) and choosing s = −d, we obtain  ∞   n+d−1 n (1 − x)−d = x , |x| < 1. n n=0 Thus,

∞   dim Hdn z n = n=0

For n ≥ 2,

1 , (1 − z)d

|z| < 1.

(2.4)

(2.5)

| · |2 Hdn−2 := |x|2 Hn−2 (x) : Hn−2 ∈ Hdn−2

is a proper invariant subspace of Hdn . Hence Hdn |Sd−1 , the restriction of Hdn to Sd−1 , is reducible. Let us identify the subspace of Hdn that does not contain the factor |x|2 . Any Hn ∈ Hdn can be written in the form  aα xα , aα ∈ C. Hn (x) = |α|=n

For this polynomial Hn , define Hn (∇) =



aα ∇α .

|α|=n

Given any two polynomials in Hdn , Hn,1 (x) =

 |α|=n

aα,1 xα ,

Hn,2 (x) =

 |α|=n

aα,2 xα ,

2.1 Spherical Harmonics Through Primitive Spaces

15

it is straightforward to show Hn,1 (∇)Hn,2 (x) =



α!aα,1 aα,2 = Hn,2 (∇)Hn,1 (x).

|α|=n

Thus, (Hn,1 , Hn,2 )Hdn := Hn,1 (∇)Hn,2 (x)

(2.6)

defines an inner product in the subspace Hdn . Recall that a function f is harmonic if Δf (x) = 0. Being harmonic is an invariant property for functions. Lemma 2.4. If Δf = 0, then ΔfA = 0 ∀ A ∈ Od . Proof. Denote y = Ax. Then ∇x = A∇y . Since A ∈ Od , we have Δx = ∇x · ∇x = ∇y · ∇y = Δy .  

So the stated property holds. We now introduce an important subspace of Hdn .

Definition 2.5. The space of the homogeneous harmonics of degree n in d dimensions, Yn (Rd ), consists of all homogeneous polynomials of degree n in Rd that are also harmonic. We comment that non-trivial functions in Yn (Rd ) do not contain the factor |x|2 . This is shown as follows. Suppose Yn (x) = |x|2 Yn−2 (x) is harmonic, where Yn−2 (x) is a homogeneous polynomial of degree (n − 2). Then (Yn , Yn )Hn,d = Yn−2 (∇)ΔYn (x) = 0. Hence, Yn (x) ≡ 0. Example 2.6. Obviously, Yn (Rd ) = Hdn if n = 0 or 1. For d = 1, Yn (R) = ∅ for n ≥ 2.   For d = 2, Y2 (R2 ) consists of all polynomials of the form a x21 − x22 + b x1 x2 , a, b ∈ C. Polynomials of the form (x1 + i x2 )n belong to Yn (R2 ). For d = 3, any polynomial of the form (x3 + i x1 cos θ + i x2 sin θ)n , θ ∈ R being fixed, belongs to Yn (R3 ).  Let us determine the dimension Nn,d := dim Yn (Rd ). The number Nn,d will appear at various places in this text. Any polynomial Hn ∈ Hdn can be written in the form Hn (x1 , · · · , xd ) =

n  j=0

(xd )j hn−j (x1 , · · · , xd−1 ),

hn−j ∈ Hd−1 n−j .

(2.7)

16

2

Spherical Harmonics

Apply the Laplacian operator to this polynomial, Δ(d) Hn (x(d) ) =

n−2 

 (xd )j Δ(d−1) hn−j (x(d−1) )

j=0

 + (j + 2) (j + 1) hn−j−2 (x(d−1) ) .

Thus, if Hn ∈ Yn (Rd ) so that Δ(d) Hn (x(d) ) ≡ 0, then hn−j−2 = −

1 Δ(d−1) hn−j , (j + 2) (j + 1)

0 ≤ j ≤ n − 2.

(2.8)

Consequently, a homogeneous harmonic Hn ∈ Yn (Rd ) is uniquely determined by hn ∈ Hd−1 and hn−1 ∈ Hd−1 n n−1 in the expansion (2.7). From this, we get the following relation on the polynomial space dimensions: Nn,d = dim Hd−1 + dim Hd−1 n n−1 .

(2.9)

Using the formula (2.2) for dim Hd−1 and dim Hd−1 n n−1 , we have, for d ≥ 2, Nn,d =

(2n + d − 2) (n + d − 3)! , n!(d − 2)!

n ∈ N.

(2.10)

In particular, with n ∈ N, for d = 2, Nn,2 = 2, and for d = 3, Nn,3 = 2n + 1. It can be verified directly that N0,d = 1 for any d ≥ 1, and N0,1 = N1,1 = 1,

Nn,1 = 0 ∀ n ≥ 2.

(2.11)

Note the asymptotic behavior Nn,d = O(nd−2 ) for n sufficiently large.

(2.12)

For the generating function of the sequence {Nn,d }n , we apply the relation (2.9) for n ≥ 1, ∞ 

Nn,d z n = 1 +

n=0

∞ 

Nn,d z n

n=1

=1+

∞ 

∞    n n dim Hd−1 z dim Hd−1 + n n−1 z

n=1

=

∞ 

n=1

 dim Hd−1 zn + z n

n=0

= (1 + z)

∞  n=0

∞ 

 dim Hd−1 zn. n

n=0

 dim Hd−1 zn n

2.1 Spherical Harmonics Through Primitive Spaces

17

Thus, using the formula (2.5), we get a compact formula for the generating function of the sequence {Nn,d}n : ∞ 

Nn,d z n =

n=0

1+z , (1 − z)d−1

|z| < 1.

(2.13)

We can use (2.13) to derive a recursion formula for Nn,d with respect to the dimension parameter d. Write 1+z 1+z 1 = = · (1 − z)d−1 (1 − z)d−2 1 − z We have ∞  1+z = (1 − z)d−1 n=0





∞ 

 Nm,d−1 z

m

m=0

n 

∞ 

 z

k

.

k=0

 Nm,d−1 z n .

m=0

Comparing this formula with (2.13), we obtain Nn,d =

n 

Nm,d−1 .

(2.14)

m=0

2.1.2

Legendre Harmonic and Legendre Polynomial

We now introduce a special homogeneous harmonic, the Legendre harmonic of degree n in d dimensions, Ln,d : Rd → R, by the following three conditions: Ln,d ∈ Yn (Rd ), Ln,d (Ax) = Ln,d (x) Ln,d (ed ) = 1.

(2.15) ∀ A ∈ Od (ed ), ∀ x ∈ Rd ,

(2.16) (2.17)

The condition (2.16) expresses the isotropical symmetry of Ln,d with respect to the xd -axis, whereas the condition (2.17) is a normalizing condition. Write Ln,d in the form (2.7) and A ∈ Od (ed ) in the form (2.1). Then the condition (2.16) implies hn−j (A1 x(d−1) ) = hn−j (x(d−1) )

∀ A1 ∈ Od−1 , x(d−1) ∈ Rd−1 , 0 ≤ j ≤ n.

From Proposition 2.1, hn−j depends on x(d−1) through |x(d−1) |. Since hn−j is a homogeneous polynomial, this is possible only if (n − j) is even and we have

18

2

 hn−j (x(d−1) ) =

Spherical Harmonics

ck |x(d−1) |2k if n − j = 2k, 0 if n − j = 2k + 1,

ck ∈ R.

Hence, [n/2]



Ln,d (x) =

ck |x(d−1) |2k (xd )n−2k ,

k=0

where [n/2] denotes the integer part of n/2. To determine the coefficients [n/2] {ck }k=0 , we apply the relation (2.8) to obtain ck = −

(n − 2k + 2) (n − 2k + 1) ck−1 , 2k (2k + d − 3)

1 ≤ k ≤ [n/2].

The normalization condition (2.17) implies c0 = 1. Then ck = (−1)k

n! Γ( d−1 2 ) 4k k! (n − 2k)! Γ(k +

d−1 2 )

,

0 ≤ k ≤ [n/2].

Therefore, we have derived the following formula for the Legendre harmonic 

d−1 Ln,d (x) = n! Γ 2

 [n/2]  (−1)k k=0

|x(d−1) |2k (xd )n−2k 4k k! (n − 2k)! Γ(k +

d−1 2 )

.

(2.18)

Using the polar coordinates x(d) = rξ (d) ,

ξ (d) = t ed + (1 − t2 )1/2 ξ (d−1) ,

we define the Legendre polynomial of degree n in d dimensions, Pn,d (t) := Ln,d (ξ (d) ), as the restriction of the Legendre harmonic on the unit sphere. Then from the formula (2.18), we have 

d−1 Pn,d (t) = n! Γ 2

 [n/2]  (−1)k k=0

(1 − t2 )k tn−2k 4k k! (n − 2k)! Γ(k +

d−1 2 )

.

(2.19)

Corresponding to (2.17), we have Pn,d (1) = 1.

(2.20)

This property can be deduced straightforward from the formula (2.19). Note the relation Ln,d (x) = Ln,d (rξ (d) ) = rn Pn,d (t). (2.21)

2.1 Spherical Harmonics Through Primitive Spaces

19

The polynomial Pn,3 (t) is the standard Legendre polynomial of degree n. Following [85], we also call Pn,d (t) of (2.19) Legendre polynomial. Detailed discussion of the Legendre polynomials Pn,d (t) is given in Sects. 2.6 and 2.7.

2.1.3

Spherical Harmonics

We are now ready to introduce spherical harmonics. Definition 2.7. Ydn := Yn (Rd )|Sd−1 is called the spherical harmonic space of order n in d dimensions. Any function in Ydn is called a spherical harmonic of order n in d dimensions. By the definition, we see that any spherical harmonic Yn ∈ Ydn is related to a homogeneous harmonic Hn ∈ Yn (Rd ) as follows: Hn (rξ) = rn Yn (ξ). Thus the dimension of Ydn is the same as that of Yn (Rd ): dim Ydn = Nn,d and Nn,d is given by (2.10). Take the case of d = 2 as an example. The complex-valued function (x1 + i x2 )n is a homogeneous harmonic of degree n, and so are the real part and the imaginary part of the function. In polar coordinates (r, θ), ξ = (cos θ, sin θ)T and the restriction of the function (x1 + i x2 )n on the unit circle is (cos θ + i sin θ)n = einθ = cos(nθ) + i sin(nθ). Thus, yn,1 (ξ) = cos(nθ),

yn,2 (ξ) = sin(nθ)

(2.22)

Y2n .

are elements of the space Let ξ ∈ Sd−1 be fixed. A function f : Sd−1 → C is said to be invariant with respect to Od (ξ) if f (Aη) = f (η)

∀ A ∈ Od (ξ), ∀ η ∈ Sd−1 .

We have the following result, which will be useful later on several occasions. Theorem 2.8. Let Yn ∈ Ydn and ξ ∈ Sd−1 . Then Yn is invariant with respect to Od (ξ) if and only if

20

Yn (η) = Yn (ξ) Pn,d (ξ·η)

2

Spherical Harmonics

∀ η ∈ Sd−1 .

(2.23)

Proof. (=⇒) Since ξ is a unit vector, we can find an A1 ∈ Od such that ξ = A1 ed . Consider the function Y˜n (η) := Yn (A1 η),

η ∈ Sd−1 .

Then Y˜n is invariant with respect to Od (ed ). From the definition of the Legendre harmonic Ln,d (x), we know that the homogeneous harmonic rn Y˜n (η) is a multiple of Ln,d (rn η), rn Y˜n (η) = c1 Ln,d (rn η),

r ≥ 0, η ∈ Sd−1

with some constant c1 . Thus, Y˜n (η) = c1 Ln,d (η), Choosing η = ed , we find

η ∈ Sd−1 .

c1 = Y˜n (ed ).

Hence, Y˜n (η) = Y˜n (ed ) Ln,d (η) = Y˜n (ed ) Pn,d (η·ed ),

η ∈ Sd−1 .

Then, Yn (η) = Y˜n (AT1 η) = Yn (A1 ed ) Pn,d (AT1 η·ed ) = Yn (A1 ed ) Pn,d (η·A1 ed ) = Yn (ξ) Pn,d (η·ξ), i.e., the formula (2.23) holds. (⇐=) The function Yn (η) satisfying (2.23) is obviously invariant with respect to Od (ξ).   Consequently, the subspaces of isotropically invariant functions from Ydn are one-dimensional.

2.2

Addition Theorem and Its Consequences

One important property regarding the spherical harmonics is the addition theorem.

2.2 Addition Theorem and Its Consequences

21

Theorem 2.9 (Addition Theorem). Let {Yn,j : 1 ≤ j ≤ Nn,d } be an orthonormal basis of Ydn , i.e.,  Yn,j (η)Yn,k (η) dS d−1 (η) = δjk , 1 ≤ j, k ≤ Nn,d . Sd−1

Then 

Nn,d

Yn,j (ξ)Yn,j (η) =

j=1

Nn,d Pn,d (ξ·η) |Sd−1 |

∀ ξ, η ∈ Sd−1 .

(2.24)

Proof. For any A ∈ Od and 1 ≤ k ≤ Nn,d , Yn,k (Aξ) ∈ Ydn and we can write 

Nn,d

Yn,k (Aξ) =

ckj Yn,j (ξ),

ckj ∈ C.

(2.25)

j=1

From 



Sd−1

Yn,j (Aξ)Yn,k (Aξ) dS

d−1

(ξ) = Sd−1

Yn,j (η)Yn,k (η) dS d−1 (η) = δjk ,

we have 



Nn,d

δjk =

Nn,d

cjl ckm (Yn,l , Yn,m ) =

l,m=1

cjl ckl .

l=1

In matrix form, CC H = I. Here C H is the conjugate transpose of C. Thus, the matrix C := (cjl ) is unitary and so C H C = I, i.e., 

Nn,d

cjl cjk = δlk ,

1 ≤ l, k ≤ Nn,d .

(2.26)

j=1

Now consider the sum 

Nn,d

Y (ξ, η) :=

Yn,j (ξ)Yn,j (η),

ξ, η ∈ Sd−1 .

j=1

For any A ∈ Od , use the expansion (2.25), 

Nn,d

Y (Aξ, Aη) =



Nn,d

Yn,j (Aξ)Yn,j (Aη) =

j=1

and then use the property (2.26),

j,k,l=1

cjk cjl Yn,k (ξ)Yn,l (η),

22

2



Spherical Harmonics

Nn,d

Y (Aξ, Aη) =

Yn,k (ξ)Yn,k (η) = Y (ξ, η).

k=1

So for fixed ξ, Y (ξ, ·) ∈ Ydn and is invariant with respect to Od (ξ). By Theorem 2.8, Y (ξ, η) = Y (ξ, ξ) Pn,d (ξ·η). Similarly, we have the equality Y (ξ, η) = Y (η, η) Pn,d (ξ·η). Thus, Y (ξ, ξ) = Y (η, η) and is a constant on Sd−1 . To determine this constant, we integrate the equality 

Nn,d

Y (ξ, ξ) =

|Yn,j (ξ)|2

j=1

over Sd−1 to obtain Nn,d 

Y (ξ, ξ) |S

d−1

|=



Sd−1

j=1

|Yj (ξ)|2 dS d−1 = Nn,d .

Therefore, Y (ξ, ξ) =

Nn,d |Sd−1 |  

and the equality (2.24) holds. The equality (2.24) is, for d = 3, 2n+1 

Yn,j (ξ)Yn,j (η) =

j=1

2n + 1 Pn,3 (ξ·η) ∀ ξ, η ∈ S2 , 4π

(2.27)

and for d = 2, 2  j=1

Yn,j (ξ)Yn,j (η) =

1 Pn,2 (ξ·η) π

∀ ξ, η ∈ S1 .

(2.28)

For the case d = 2, we write ξ = (cos θ, sin θ)T and η = (cos ψ, sin ψ)T . Then, ξ·η = cos(θ − ψ). As an orthonormal basis for Y2n , take (cf. (2.22)) 1 Yn,1 (ξ) = √ cos(nθ), π

1 Yn,2 (ξ) = √ sin(nθ). π

2.2 Addition Theorem and Its Consequences

23

By (2.28), Pn,2 (cos(θ − ψ)) = cos(nθ) cos(nψ) + sin(nθ) sin(nψ) = cos(n (θ − ψ)) . Thus, Pn,2 (t) = cos(n arccos t) ,

|t| ≤ 1,

(2.29)

i.e., Pn,2 is the ordinary Chebyshev polynomial of degree n. We note that for d = 2, n  1 1 sin((n + 1/2) φ) Pk,2 (ξ·η) = , π 2π sin(φ/2)

cos φ := ξ·η,

k=0

is the Dirichlet kernel, whereas for d = 3, n 2k+1  

Yk,j (ξ)Yk,j (η) =

k=0 j=1

n + 1 (1,0) P (ξ·η) 4π n

∀ ξ, η ∈ S2 .

(2.30)

(1,0)

Here Pn (t) is the Jacobi polynomial of degree n on [−1, 1], based on the (1,0) weight function w(t) = 1 − t; and as a normalization, Pn (1) = n + 1. This identity is noted in [50]. See Sect. 4.3.1 for an introduction of the Jacobi polynomials. We now discuss several applications of the addition theorem. The addition theorem can be used to find a compact expression of the reproducing kernel of Ydn . Any Yn ∈ Ydn can be written in the form 

Nn,d

Yn (ξ) =

(Yn , Yn,j )Sd−1 Yn,j (ξ).

(2.31)

j=1

Applying (2.24),  Yn (ξ) =

=

Sd−1



Nn,d

Yn (η)

Nn,d |Sd−1 |

 Sd−1

Yn,j (ξ)Yn,j (η) dS d−1 (η)

j=1

Pn,d (ξ·η) Yn (η) dS d−1 (η).

Hence, Kn,d (ξ, η) :=

Nn,d Pn,d (ξ·η) |Sd−1 |

(2.32)

is the reproducing kernel of Ydn , i.e., Yn (ξ) = (Yn , Kn,d (ξ, ·))Sd−1

∀ Yn ∈ Ydn , ξ ∈ Sd−1 .

(2.33)

24

2

Define Yd0:m :=

m 

Spherical Harmonics

Ydn

n=0

to be the space of all the spherical harmonics of order less than or equal to m. Then by (2.33), K0:m,d (ξ, η) :=

m 

1

|Sd−1 | n=0

Nn,d Pn,d (ξ·η)

(2.34)

is the reproducing kernel of Yd0:m in the sense that Y (ξ) = (Y, K0:m,d (ξ, ·))Sd−1

∀ Y ∈ Yd0:m , ξ ∈ Sd−1 .

We now derive some bounds for any spherical harmonic and for the Legendre polynomial, see (2.38) and (2.39) below, respectively. Since Pn,d (1) = 1, we get from (2.24) that 

Nn,d

|Yn,j (ξ)|2 =

j=1

Nn,d

∀ ξ ∈ Sd−1 .

|Sd−1 |

(2.35)

This provides an upper bound for the maximum value of any member of an orthonormal basis in Ydn : 1/2

 N n,d d−1 max |Yn,j (ξ)| : ξ ∈ S , 1 ≤ j ≤ Nn,d ≤ . |Sd−1 |

(2.36)

Consider an arbitrary Yn ∈ Ydn . From (2.31), we find  Sd−1



Nn,d 2

|Yn (ξ)| dS

d−1

(ξ) =

|(Yn , Yn,j )Sd−1 |2 .

j=1

By (2.31) again, 



Nn,d

Nn,d

|Yn (ξ)|2 ≤

|Yn,j (ξ)|2

j=1

|(Yn , Yn,j )Sd−1 |2 .

j=1

Then using (2.35) and (2.37), |Yn (ξ)|2 ≤

Nn,d

Yn 2L2 (Sd−1 ) . |Sd−1 |

(2.37)

2.2 Addition Theorem and Its Consequences

25

Thus we have the inequality 

Yn ∞ ≤

Nn,d |Sd−1 |

1/2

Yn L2 (Sd−1 )

∀ Yn ∈ Ydn ,

(2.38)

which extends the bound (2.36). By (2.24) and (2.35), we have ⎡ ⎤1/2 ⎡ ⎤1/2 Nn,d Nn,d   Nn,d Nn,d |Pn,d (ξ·η)| ≤ ⎣ |Yn,j (ξ)|2 ⎦ ⎣ |Yn,j (η)|2 ⎦ = d−1 . d−1 |S | |S | j=1 j=1 Therefore, |Pn,d (t)| ≤ 1 = Pn,d (1) ∀ n ∈ N, d ≥ 2, t ∈ [−1, 1].

(2.39)

We have an integral formula  Sd−1

|Pn,d (ξ·η)|2 dS d−1 (η) =

|Sd−1 | . Nn,d

(2.40)

This formula is proved as follows. First we use (2.24) to get  Sd−1

|Pn,d (ξ·η)|2 dS d−1 (η)



=  =

|Sd−1 | Nn,d

2 

N 2 n,d     dS d−1 (η) Y (ξ)Y (η) n,j n,j   d−1

S

2 Nn,d  |Sd−1 | Nn,d

j=1

|Yn,j (ξ)|2 .

j=1

Then we apply the identity (2.35). As one more application of the addition theorem, we have the following result. Theorem 2.10. For any n ∈ N0 and any d ∈ N, the spherical harmonic space Ydn is irreducible. Proof. We argue by contradiction. Suppose Ydn is reducible so that it is possible to write Ydn = V1 + V2 with V1 = ∅, V2 = ∅, and V1 ⊥ V2 . Choose an orthonormal basis of Ydn in such a way that the first N1 functions span V1 and the remaining N2 = Nn,d −N1 functions span V2 . For both V1 and V2 , we can apply the addition theorem with the corresponding Legendre functions Pn,d,1 and Pn,d,2 . Since V1 ⊥ V2 ,

26

2

Spherical Harmonics

 Sd−1

Pn,d,1 (ξ·η)Pn,d,2 (ξ·η) dS d−1 (η) = 0

∀ ξ ∈ Sd−1 .

(2.41)

For an arbitrary but fixed ξ ∈ Sd−1 , consider the function η → Pn,d,1 (ξ·η). For any A ∈ Od (ξ), we have AT A = I and Aξ = ξ, implying AT ξ = ξ. Then Pn,d,1 (ξ·Aη) = Pn,d,1 (AT ξ·η) = Pn,d,1 (ξ·η), i.e., the function η → Pn,d,1 (ξ·η) is invariant with respect to Od (ξ). By Theorem 2.8, Pn,d,1 (ξ·η) = Pn,d,1 (ξ·ξ) Pn,d (ξ·η) = Pn,d (ξ·η). Similarly, Pn,d,2 (ξ·η) = Pn,d (ξ·η). But then the integral in (2.41) equals |Sd−1 |/Nn,d by (2.40) and we reach a contradiction.  

2.3

A Projection Operator

Consider the problem of finding the best approximation in Ydn of a function f ∈ L2 (Sd−1 ):

inf f − Yn L2 (Sd−1 ) : Yn ∈ Ydn . (2.42) In terms of an orthonormal basis {Yn,j : 1 ≤ j ≤ Nn,d } of Ydn , the solution of the problem (2.42) is 

Nn,d

(Pn,d f )(ξ) =

(f, Yn,j )Sd−1 Yn,j (ξ).

(2.43)

j=1

This is the projection of any f into Ydn and it is defined for f ∈ L1 (Sd−1 ). The disadvantage of using this formula is the requirement of explicit knowledge of an orthonormal basis. We can circumvent this weakness by applying (2.24) to rewrite the right side of (2.43). Definition 2.11. The projection of f ∈ L1 (Sd−1 ) into Ydn is (Pn,d f )(ξ) :=

Nn,d |Sd−1 |

 Sd−1

Pn,d (ξ·η) f (η) dS d−1 (η),

ξ ∈ Sd−1 .

(2.44)

2.3 A Projection Operator

27

The operator Pn,d is obviously linear. Let us derive some bounds for the operator Pn,d . First, we obtain from (2.39) that |(Pn,d f )(ξ)| ≤

Nn,d

f L1 (Sd−1 ) , |Sd−1 |

ξ ∈ Sd−1 .

Then, for all f ∈ L1 (Sd−1 ),

Pn,df C(Sd−1 ) ≤

Nn,d

f L1 (Sd−1 ) , |Sd−1 |

Pn,d f L1 (Sd−1 ) ≤ Nn,d f L1 (Sd−1 ) .

(2.45) (2.46)

Next, assume f ∈ L2 (Sd−1 ). For any ξ ∈ Sd−1 , 

2  Nn,d |Pn,d (ξ · η)|2 dS d−1 (η) |(Pn,d f )(ξ)| ≤ |Sd−1 | Sd−1  · |f (η)|2 dS d−1 (η). 2

Sd−1

Use (2.40), |(Pn,d f )(ξ)|2 ≤

Nn,d

f 2L2 (Sd−1 ) . |Sd−1 |

Hence, for all f ∈ L2 (Sd−1 ), 1/2

Pn,d f L2 (Sd−1 ) ≤ Nn,d f L2 (Sd−1 ) ,  1/2 Nn,d

f L2 (Sd−1 ) .

Pn,d f C(Sd−1 ) ≤ |Sd−1 |

(2.47) (2.48)

We remark that (2.47) can be improved to

Pn,d f L2 (Sd−1 ) ≤ f L2 (Sd−1 ) ; see (2.134) later. Furthermore, if f ∈ C(Sd−1 ), a similar argument leads to 1/2

Pn,d f C(Sd−1 ) ≤ Nn,d f C(Sd−1 ) .

(2.49)

Proposition 2.12. The projection operator Pn,d and orthogonal transformations commute: Pn,d fA = (Pn,d f )A

∀ A ∈ Od .

28

2

Spherical Harmonics

Proof. We start with the left side of the equality,  Nn,d Pn,d (ξ·η) f (Aη) dS d−1 (η) (Pn,d fA )(ξ) = d−1 |S | Sd−1  Nn,d = d−1 Pn,d (Aξ·ζ) f (ζ) dS d−1 (ζ), |S | Sd−1  

which is (Pn,d f )A (ξ) by definition. A useful consequence of Proposition 2.12 is the following result.

Corollary 2.13. If V is an invariant space, then Pn,d V := {Pn,d f : f ∈ V} is an invariant subspace of Ydn . Since Ydn is irreducible, by Theorem 2.10, Corollary 2.13 implies that if V is an invariant space, then either V is orthogonal to Ydn or Pn,d V = Ydn . Moreover, we have the next result. Theorem 2.14. If V is a primitive subspace of C(Sd−1 ), then either V ⊥ Ydn or Pn,d is a bijection from V to Ydn . In the latter case, V = Ydn . Proof. We only need to prove that if Pn,d : V → Ydn is a bijection, then V = Ydn . The two spaces are finite dimensional and have the same dimension Nn,d = dim(Ydn ). Let {Vj : 1 ≤ j ≤ Nn,d } be an orthonormal basis of V. Since V is primitive, for any A ∈ Od , we can write 

Nn,d

Vj (Aξ) =

cjk Vk (ξ),

cjk ∈ C,

k=1

and the matrix (cjk ) is unitary as in the proof of Theorem 2.9. Consider the function Nn,d  V (ξ, η) := Vj (ξ)Vj (η). j=1

Then again as in the proof of Theorem 2.9, we have V (Aξ, Aη) = V (ξ, η)

∀ A ∈ Od .

Given ξ, η ∈ Sd−1 , we can find an A ∈ Od such that Aξ = ed , Then

Aη = t ed + (1 − t2 )1/2 ed−1 with t = ξ·η.

V (ξ, η) = V (ed , t ed + (1 − t2 )1/2 ed−1 )

2.3 A Projection Operator

29

is a function of t = ξ·η. Denote this function by Pd (t). For fixed ξ, the mapping η → Pd (ξ·η) is a function in V, whereas for fixed ζ, the mapping η → Pn,d (ζ·η) is a function in Ydn . Consider the function  Pd (ξ·η)Pn,d (ζ·η) dS d−1 (η). φ(ξ, ζ) = Sd−1

We have the property φ(Aξ, Aζ) = φ(ξ, ζ) ∀ A ∈ Od . So φ(ξ, ζ) depends on ξ·ζ only. This function belongs to both V and Ydn . Thus, either V = Ydn or φ ≡ 0. In the latter case, we have 

Nn,d

Vj (ξ)Yn,k (ζ) (Vj , Yn,k )L2 (Sd−1 ) = 0 ∀ ξ, ζ ∈ Sd−1 ,

j,k=1

where {Yn,k : 1 ≤ k ≤ Nn,d } is an orthonormal basis of Ydn . Since each of the sets {Vj : 1 ≤ j ≤ Nn,d } and {Yn,j : 1 ≤ j ≤ Nn,d } consists of linearly independent elements, we obtain from the above identity that (Vj , Yn,k )L2 (Sd−1 ) = 0,

1 ≤ j, k ≤ Nn,d .

This implies V ⊥ Ydn .

 

We let V = Ydm , m = n, in Theorem 2.14 to obtain the following result concerning orthogonality of spherical harmonics of different order. Corollary 2.15. For m = n, Ydm ⊥ Ydn . This result can be proved directly as follows. Let Ym ∈ Ydm and Yn ∈ Ydn be the restrictions on Sd−1 of Hm ∈ Ym (Rd ) and Hn ∈ Yn (Rd ), respectively. Since ΔHm (x) = ΔHn (x) = 0, we have  (Hm ΔHn − Hn ΔHm ) dx = 0. x m, 

1

−1

  d−3 pn (t) pm (t) 1 − t2 2 dt =





1

−1

pm (t)

d dt

n

 n+ d−3 2 dt. 1 − t2

Performing integration by parts n times shows that the integral is zero.

38

2

Spherical Harmonics

The value pn (1) is calculated as follows: 2

pn (1) = (1 − t ) = (1 − t2 )

3−d 2

3−d 2

 = (−1)n = (−1)n

2



n  d−3 d−3 (1 + t)n+ 2 (1 − t)n+ 2

(1 + t)n+

d−1 2

n

d dt

 n

d−3 2



  (1 + t)n 

d dt

n

  n+ d−3  2 (1 − t) 

   

t=1

t=1

t=1

Γ(n + d−1 2 ) , d−1 Γ( 2 )

where the formula (1.12) for Pochhammer’s symbol ((d − 1)/2)n is used. Hence, Pn,d (t) = (−1)n Rn,d pn (t),  

which is the stated formula.

In the case d = 3, we recover the Rodrigues representation formula for the standard Legendre polynomials: 1 Pn,3 (t) = n 2 n!



d dt

n

(t2 − 1)n ,

n ∈ N0 .

In the case d = 2, we use the relation     1 1 (2n)! Γ n+ = 2n Γ , 2 2 n! 2 derived from a repeated application of (1.6), and obtain 2n n! 1 Pn,2 (t) = (−1) (1 − t2 ) 2 (2n)! n



d dt

n

1

(1 − t2 )n− 2 ,

n ∈ N0 .

This formula is not convenient to use. A more familiar form is given by the Chebyshev polynomial: Pn,2 (t) = cos(n arccos t),

t ∈ [−1, 1].

This result is verified by showing cos(n arccos t) is a polynomial of degree n, has a value 1 at t = 1, and these polynomials satisfy the orthogonality condition (2.68) with d = 2. See also the derivation leading to (2.29). In the case d = 4, we can similarly verify the formula Pn,4 (t) =

1 Un (t), n+1

t ∈ [−1, 1],

2.6 Legendre Polynomials: Representation Formulas

39

where Un (t) =

1 P (t) n + 1 n+1,2

is the nth degree Chebyshev polynomial of the second kind. For −1 < t < 1, we have the formula Un (t) =

sin((n + 1) arccos t) . sin(arccos t)

We note that the Legendre polynomial Pn,d (t) is proportional to the Jacobi (α,α) (α,β) (t) with α = (d − 3)/2. The Jacobi polynomials Pn (t) polynomial Pn are introduced in Sect. 4.3.1.

2.6.2

Integral Representation Formulas

In addition to the Rodrigues representation formula (2.70), there are integral representation formulas for the Legendre polynomials which are useful in showing certain properties of the Legendre polynomials. Let d ≥ 3. For a fixed η ∈ Sd−2 , the function x → (xd + i x(d−1) ·η)n is a homogeneous harmonic polynomial of degree n. Consider its average with respect to η ∈ Sd−2 ,  n  1 Ln (x) = d−2 xd + i x(d−1) ·η dS d−2 (η). |S | Sd−2 This function is a homogeneous harmonic of degree n. For A ∈ Od (ed ), we recall (2.1) and write   A1 x(d−1) Ax = , A1 ∈ Od−1 . xd Note that here we view x(d−1) as a vector in Sd−2 . Then Ln (Ax) =



1 |S

d−2

|

Sd−2

 n xd + i x(d−1) ·AT1 η dS d−2 (η).

With a change of variable ζ = AT1 η, we have Ln (Ax) =



1 |S

d−2

|

Sd−2

 n xd + i x(d−1) ·ζ dS d−2 (ζ),

which coincides with Ln (x). Moreover, Ln (ed ) = 1. Thus, Ln (x) is the Legendre harmonic of degree n in dimension d. By the relation (2.21), we see that

40

2

Pn,d (t) =



1 |S

d−2

|

Sd−2

 t + i (1 − t2 )1/2 ξ (d−1) ·η

n

Spherical Harmonics

dS d−2 (η),

t ∈ [−1, 1].

In this formula, ξ (d−1) ∈ Sd−2 is arbitrary. In particular, choosing ξ(d−1) = (0, · · · , 0, 1)T in Sd−2 and applying (1.17), we obtain the first integral representation formula for the Legendre polynomials. Theorem 2.24. For n ∈ N0 and d ≥ 3, Pn,d (t) =

|Sd−3 | |Sd−2 |



1

−1

 t + i (1 − t2 )1/2 s

n

(1 − s2 )

d−4 2

ds,

t ∈ [−1, 1]. (2.72)

An easy consequence of the representation formula (2.72) is that Pn,d (t) has the same parity as the integer n, i.e., Pn,d (−t) = (−1)n Pn,d (t),

−1 ≤ t ≤ 1.

(2.73)

There is another useful integral representation formula that can be derived from (2.72). Recall definitions of hyper-trigonometric functions: ex − e−x ex + e−x , cosh x := , 2 2 ex − e−x sinh x = x tanh x := cosh x e + e−x sinh x :=

and differentiation formulas (sinh x) = cosh x,

(cosh x) = sinh x,

(tanh x) =

1 . cosh2 x

Use the change of variable s = tanh u,

u ∈ R.

(2.74)

We have s → 1− as u → ∞, s → −1+ as u → −∞, and ds =

1 du, cosh2 u

1 − s2 =

1 . cosh2 u

(2.75)

Since Pn,d (−t) = (−1)n Pn,d (t) by (2.73), it is sufficient to consider the case t ∈ (0, 1] for the second integral representation formula. Write t + i (1 − t2 )1/2 = eiθ for a uniquely determined θ ∈ [0, π/2). Then t = cos θ and t + i (1 − t2 )1/2 s = cos θ + i tanh u sin θ.

2.7 Legendre Polynomials: Properties

41

The hyper-trigonometric functions are defined for complex variables and it can be verified that cos θ + i tanh u sin θ =

cosh(u + iθ) . cosh u

Thus, 

1

−1



t + i (1 − t2 )1/2 s

n

(1 − s2 )

d−4 2



∞

coshn (u + iθ) du. coshn+d−2 u

ds = −∞

The integrand is a meromorphic function of u with poles at u = iπ (k + 1/2), k ∈ Z. We then apply the Cauchy integral theorem in complex analysis [2] to obtain 

∞

−∞

coshn (u + iθ) du = coshn+d−2 u



∞

−∞

coshn u du. cosh (u − iθ) n+d−2

Return back to the variable s, using the relation  cosh(u − iθ) = cosh u t − i(1 − t2 )1/2 s together with (2.74) and (2.75), |Sd−3 | Pn,d (t) = d−2 |S |



1

−1



(1 − s2 )

d−4 2

t − i (1 − t2 )1/2 s

n+d−2 ds.

Note that changing s to −s for the integrand leads to another integral representation formula for Pn,d (t). In summary, the following result holds. Theorem 2.25. For n ∈ N0 and d ≥ 3, Pn,d (t) =

2.7

|Sd−3 | |Sd−2 |



1

−1

(1 − s2 ) 2  n+d−2 ds, t ± i (1 − t2 )1/2 s d−4

t ∈ (0, 1].

(2.76)

Legendre Polynomials: Properties

In this section, we explore properties of the Legendre polynomials by using the compact presentation formulas given in Sect. 2.6.

42

2

2.7.1

Spherical Harmonics

Integrals, Orthogonality

The following result is useful in computing integrals involving the Legendre polynomials. Proposition 2.26. If f ∈ C n ([−1, 1]), then 

1

−1

 d−3  f (t) Pn,d (t) 1 − t2 2 dt = Rn,d



1

−1

n+ d−3  2 f (n) (t) 1 − t2 dt, (2.77)

where the constant Rn,d is given in (2.71). Proof. By the Rodrigues representation formula (2.70), the left side of (2.77) is  n  1  n+ d−3 d n 2 (−1) Rn,d f (t) dt. 1 − t2 dt −1 Performing integration by parts n times on this integral leads to (2.77).

 

Recall the formula (2.40) or (2.67), 

1

−1

[Pn,d (t)]

2

  d−3 1 − t2 2 dt =

|Sd−1 | . Nn,d |Sd−2 |

(2.78)

Combining (2.68) and (2.78), we have the orthogonality relation 

1

−1

 d−3  Pm,d (t) Pn,d (t) 1 − t2 2 dt =

|Sd−1 | δmn . Nn,d |Sd−2 |

Using (1.18), we can rewrite (2.78) as 

1

−1

  d−3 [Pn,d (t)] 1 − t2 2 dt = 2

√

π Γ( d−1 2 )

Nn,d Γ( d2 )

In particular, for d = 3, Nn,3 = 2n + 1 and 

1

−1

2

[Pn,3 (t)] dt =

2 . 2n + 1

For d = 2, Nn,2 = 2 and 

1

−1

2

1

[Pn,2 (t)] (1 − t2 )− 2 dt =

π . 2

.

(2.79)

2.7 Legendre Polynomials: Properties

43

We can verify this result easily by a direct calculation using the formula Pn,2 (t) = cos(n arccos t).

2.7.2

Differential Equation and Distribution of Roots

First we derive a differential equation satisfied by the Legendre polynomial Pn,d (t). Introduce a second-order differential operator Ld defined by " !  3−d  d−1  d  d 2 2 2 2 g(t) , 1−t Ld g(t) := 1 − t dt dt

g ∈ C 2 [−1, 1].

Also introduce a weighted inner product  (f, g)d :=

1

−1

  d−3 f (t) g(t) 1 − t2 2 dt.

Then through integration by parts, we have (Ld f, g)d = (f, Ld g)d

∀ f, g ∈ C 2 [−1, 1].

(2.80)

Thus, the operator Ld is self-adjoint with respect to the weighted inner product (·, ·)d . Consider the function Ld Pn,d (t). Since Ld g(t) = (1 − t2 ) g  (t) − (d − 1) t g  (t), we see that if pn (t) is a polynomial of degree n, then so is Ld pn (t). Let 0 ≤ m ≤ n − 1. By the weighted orthogonality relation (2.69), we have (Pn,d , Ld Pm,d )d = 0. Then by (2.80), (Pm,d , Ld Pn,d )d = 0,

0 ≤ m ≤ n − 1.

Thus, the polynomial Ld Pn,d (t) must be a multiple of Pn,d (t). Writing Pn,d (t) = a0n,d tn + l.d.t.

(2.81)

44

2

Spherical Harmonics

Here l.d.t. stands for the lower degree terms. We have Ld Pn,d (t) = −n (n + d − 2) a0n,d tn + l.d.t. Hence, Ld Pn,d (t) + n (n + d − 2) Pn,d (t) = 0. So Pn,d is an eigenfunction for the differential operator −Ld corresponding to the eigenvalue n (n + d − 2). In other words, the Legendre polynomial Pn,d (t) satisfies the differential equation " !  3−d  d−1  d  d 2 2 2 2 Pn,d (t) + n (n + d − 2) Pn,d (t) = 0, (2.82) 1−t 1−t dt dt which can also be written as   (1 − t2 ) Pn,d (t) − (d − 1) t Pn,d (t) + n (n + d − 2) Pn,d (t) = 0.

(2.83)

Next, we present a result regarding distributions of the roots of the Legendre polynomials. This result plays an important role in the theory of Gaussian quadratures. From the differential equation (2.83), we deduce that  Pn,d (t) and Pn,d (t) cannot both vanish at any point in (−1, 1); in other words, Pn,d (t) has no multiple roots in (−1, 1). Assume Pn,d (t) has k distinct roots t1 , · · · , tk in the interval (−1, 1), and k < n. Then pk (t) = (t − t1 ) · · · (t − tk ) is a polynomial of degree k, pk (1) > 0, and Pn,d (t) = qn−k (t) pk (t) with a polynomial qn−k of degree n − k. Since the polynomial qn−k (t) does not change sign in (−1, 1) and is positive at 1, it is positive in (−1, 1). So 

1 −1



Pn,d (t) pk (t) 1 − t

2

 d−3 2



1

dt = −1

  d−3 qn−k (t) pk (t)2 1 − t2 2 dt > 0.

However, since k < n, the integral on the left side is zero and this leads to contradiction. We summarize the result in the form of a proposition. Proposition 2.27. The Legendre polynomial Pn,d (t) has exactly n distinct roots in (−1, 1). For n even, Pn,d (t) is an even function so that its roots can be written as ±t1 , . . . , ±tn/2 with 0 < t1 < · · · < tn/2 < 1. For n odd, Pn,d (t) is an odd function so that its roots can be written as 0, ±t1 , . . . , ±t(n−1)/2 with 0 < t1 < · · · < t(n−1)/2 < 1. In the particular case d = 2, it is easy to find the n roots of the equation Pn,2 (t) = cos(n arccos t) = 0

2.7 Legendre Polynomials: Properties

45

to be tj = cos

(2j + 1) π , 2n

0 ≤ j ≤ n − 1.

For n = 2k even, noting that t2k−1−j = −tj , we can list the roots as ±t0 , ±t1 , · · · , ±tk−1 with tj = cos

(2j + 1) π , 0 ≤ j ≤ k − 1. 4k

For n = 2k + 1 odd, noting that tk = 0 and t2k−j = −tj , we can list the roots as 0, ±t0 , ±t1 , · · · , ±tk−1 where tj = cos

2.7.3

(2j + 1) π , 0 ≤ j ≤ k − 1. 2(2k + 1)

Recursion Formulas

Recursion formulas are useful in computing values of the Legendre polynomials, especially those of a higher degree. Let us first determine the leading coefficient a0n,d of Pn,d (t) (see (2.81)). We start with the equality 

1

−1

  d−3 [Pn,d (t)]2 1 − t2 2 dt = a0n,d



1

−1

 d−3  tn Pn,d (t) 1 − t2 2 dt,

(2.84)

obtained by an application of the orthogonality property (2.69). By (2.78), the left side of (2.84) equals |Sd−1 | . Nn,d |Sd−2 | Applying Proposition 2.26, we see that the right side of (2.84) equals a0n,d Rn,d n!



1

−1

 n+ d−3 2 1 − t2 dt.

To compute the integral, we let s = t2 : 

1

−1

 n+ d−3 2 dt = 1 − t2 =

 0

1

1

s 2 −1 (1 − s)n+

Γ( 12 ) Γ(n +

d−1 2 )

Γ(n + d2 )

.

d−1 2 −1

ds

46

2

Hence,

Spherical Harmonics

Γ( 12 ) Γ(n + d−1 |Sd−1 | 0 2 ) R n! = a . n,d n,d d−2 d Γ(n + ) Nn,d |S | 2

Therefore, the leading coefficient of the Legendre polynomial Pn,d (t) is a0n,d =

2n−1 Γ(d − 1) Γ(n +

d−2 2 )

Γ( d2 )Γ(n + d − 2)

.

(2.85)

As an application of the formula (2.85), we note that a0n,d 2n + d − 4 . = a0n−1,d n+d−3 So (n + d − 3) Pn,d (t) − (2n + d − 4) t Pn−1,d (t) is a polynomial of degree ≤ n − 1 and is orthogonal to Pk,d (t) with respect to the weighted inner product (·, ·)d for 0 ≤ k ≤ n − 3. Thus, when this polynomial is expressed as a linear combination of Pj,d (t), 0 ≤ j ≤ n − 1, only the two terms involving Pn−2,d (t) and Pn−1,d (t) remain. In other words, for two suitable constants c1 and c2 , (n + d − 3) Pn,d (t) − (2n + d − 4) t Pn−1,d (t) = c1 Pn−1,d (t) + c2 Pn−2,d (t). The constants c1 and c2 can be found from the above equality at t = ±1, since Pk,d (1) = 1 and Pk,d (−1) = (−1)k (cf. (2.73)): c1 + c2 = 1 − n, c1 − c2 = n − 1. The solution of this system is c1 = 0, c2 = 1 − n. Thus, the Legendre polynomials satisfy the recursion relation Pn,d (t) =

2n + d − 4 n−1 t Pn−1,d (t) − Pn−2,d (t), n+d−3 n+d−3

n ≥ 2, d ≥ 2. (2.86)

The initial conditions for the recursion formula (2.86) are P0,d (t) = 1,

P1,d (t) = t.

(2.87)

It is convenient to use the recursion formula (2.86) to derive expressions of the Legendre polynomials. The following are some examples. Note that in any dimension d, the first two Legendre polynomials are the same, given by (2.87).

2.7 Legendre Polynomials: Properties

For d = 2, P2,2 (t) = 2 t2 − 1, P3,2 (t) = 4 t3 − 3 t, P4,2 (t) = 8 t4 − 8 t2 + 1, P5,2 (t) = 16 t5 − 20 t3 + 5 t. For d = 3,  1 2 3t −1 , 2  1 3 5t −3t , P3,3 (t) = 2  1 P4,3 (t) = 35 t4 − 30 t2 + 3 , 8  1 P5,3 (t) = 63 t5 − 70 t3 + 15 t . 8 P2,3 (t) =

For d = 4, P2,4 (t) =

 1 2 4t −1 , 3

P3,4 (t) = 2 t3 − t,  1 16 t4 − 12 t2 + 1 , 5  1 16 t5 − 16 t3 + 3 t . P5,4 (t) = 3

P4,4 (t) =

For d = 5,  1 2 5t −1 , 4  1 3 7t −3t , P3,5 (t) = 4  1 21 t4 − 14 t2 + 1 , P4,5 (t) = 8  1 33 t5 − 30 t3 + 5 t . P5,5 (t) = 8 P2,5 (t) =

Graphs of these Legendre polynomials are found in Figs. 2.1–2.4.

47

48

2

Spherical Harmonics

1 0.8 0.6 0.4 0.2 p2,2 p3,2

0

p4,2

−0.2

p5,2

−0.4 −0.6 −0.8 −1 −1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Fig. 2.1 Legendre polynomials for dimension 2

1 p2,3

0.8

p3,3 0.6

p4,3 p5,3

0.4 0.2 0 −0.2 −0.4 −0.6 −0.8 −1

−1

−0.8

−0.6

−0.4

−0.2

0

Fig. 2.2 Legendre polynomials for dimension 3

0.2

0.4

0.6

0.8

1

2.7 Legendre Polynomials: Properties

49

1 0.8 0.6 0.4 0.2 0 −0.2 −0.4 p2,4

−0.6

p3,4 p4,4

−0.8 −1 −1

p5,4 −0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Fig. 2.3 Legendre polynomials for dimension 4

1 0.8 0.6 0.4 0.2 0 −0.2 −0.4 p2,5

−0.6

p3,5 p4,5

−0.8 −1 −1

p5,5 −0.8

−0.6

−0.4

−0.2

0

Fig. 2.4 Legendre polynomials for dimension 5

0.2

0.4

0.6

0.8

1

50

2

Spherical Harmonics

As another application of the formula (2.85), we derive a formula for derivatives of the Legendre polynomials in terms of the polynomials themselves. Note that a0n,d a0n−1,d+2

=

n+d−2 . d−1

So  (d − 1) Pn,d (t) − n (n + d − 2) Pn−1,d+2 (t)

(2.88)

is a polynomial of degree ≤ n − 2. For k ≤ n − 2, 

1

−1

  d−1  Pn,d (t) Pk,d+2 (t) 1 − t2 2 dt

=−



1

−1

 =−

1

−1

Pn,d (t)

" !  d−1  d Pk,d+2 (t) 1 − t2 2 dt dt

 d−3    Pn,d (t) (1 − t2 ) Pk,d+2 (t) − (d − 1) t Pk,d+2 (t) 1 − t2 2 dt.

Since  (1 − t2 ) Pk,d+2 (t) − (d − 1) t Pk,d+2 (t)

is a polynomial of degree ≤ n − 1, 

1

−1

 d−1   Pn,d (t) Pk,d+2 (t) 1 − t2 2 dt = 0,

0 ≤ k ≤ n − 2.

Thus, the polynomial (2.88) is of degree ≤ n − 2 and is orthogonal to all the polynomials of degree ≤ n − 2 with respect to the weighted inner product (·, ·)d+2 . Then the polynomial (2.88) must be zero. Summarizing, we have shown the following relation  (t) = Pn,d

n (n + d − 2) Pn−1,d+2 (t), d−1

n ≥ 1, d ≥ 2.

(2.89)

Applying (2.89) recursively, we see that (j)

Pn,d (t) = cn,d,j Pn−j,d+2j (t) where the constant cn,d,j is n (n − 1) · · · (n − (j − 1)) · (n + d − 2) (n + d − 1) · · · (n + j + d − 3) . (d − 1) (d + 1) · · · (d + 2j − 3)

2.7 Legendre Polynomials: Properties

51

The denominator of the above fraction can be rewritten as  2j

d−1 2

 =

d−1 2 ) , d−1 Γ( 2 )

2j Γ(j +

j

where (1.12) is applied. Thus, (j)

Pn,d (t) =

n! (n + j + d − 3)! Γ( d−1 2 ) 2j (n − j)! (n + d − 3)! Γ(j +

d−1 2 )

Pn−j,d+2j (t),

n ≥ j, d ≥ 2.

(2.90) (j) Note that for n < j, Pn,d (t) = 0. The formula (2.90) provides one way to compute the Legendre polynomials in higher dimensions d ≥ 4 through differentiating the Legendre polynomials for d = 3 and d = 2. This is done as follows. First, rewrite (2.90) as Pn,d (t) =

2j n! (n + d − j − 3)! Γ( d−1 2 ) (n + j)! (n + d −

3)! Γ( d−1 2

− j)

(j)

Pn+j,d−2j (t).

(2.91)

For d = 2k even, take j = k − 1. Then from (2.91), Pn,2k (t) =

2k−1 n! (n + k − 2)! Γ(k − 12 ) (k−1) (t). P (n + k − 1)! (n + 2k − 3)! Γ( 21 ) n+k−1,2

Applying (1.10), we have Pn,2k (t) =

(2k − 2)! n! (k−1) P (t). 2k−1 (n + k − 1) (k − 1)! (n + 2k − 3)! n+k−1,2

For d = 2k + 1 odd, take j = k − 1. Then from (2.91), Pn,2k+1 (t) = =

2k−1 n! (k − 1)! (n + k − 1)! (k−1) P (t) (n + k − 1)! (n + 2k − 2)! n+k−1,3 2k−1 n! (k − 1)! (k−1) P (t). (n + 2k − 2)! n+k−1,3

Let us derive some recursion formulas for the computation of the derivative  (t). First, we differentiate (2.76) to obtain Pn,d  (1 − t2 ) Pn,d (t) = −(n + d − 2) [Pn+1,d (t) − t Pn,d (t)] .

(2.92)

Since (2.76) is valid for d ≥ 3 and t ∈ (0, 1], the relation (2.92) is proved for d ≥ 3 and t ∈ (0, 1). For d = 2, Pn,2 (t) = cos(nθ) with θ = arccos θ, and it is easy to verify that both sides of (2.92) are equal to n sin θ sin(nθ). Then the relation (2.92) is valid for d ≥ 2 and t ∈ (0, 1). Since Pn,d (−t) = (−1)n Pn,d (t),

52

2

Spherical Harmonics

we know that (2.92) holds for t ∈ (−1, 0) as well. Finally, since both sides of (2.92) are polynomials, we conclude that the relation remains true for t = ±1 and 0, i.e.,  (1 − t2 ) Pn,d (t) = −(n + d − 2) [Pn+1,d (t) − t Pn,d (t)] ,

n ∈ N0 , d ≥ 2, t ∈ [−1, 1].

(2.93)

Then, from (2.86), we have t Pn,d (t) =

1 [(n + d − 2) Pn+1,d (t) + n Pn−1,d (t)] . 2n + d − 2

Using this equality in (2.93) we obtain another relation  (1 − t2 ) Pn,d (t) =

n (n + d − 2) [Pn−1,d (t) − Pn+1,d (t)] , 2n + d − 2

n ∈ N, d ≥ 2, t ∈ [−1, 1].

(2.94)

Finally, we differentiate the integral representation formula (2.72),  Pn,d (t) =

 n−1 |Sd−3 | 1  n t + i (1 − t2 )1/2 s d−2 |S | −1  d−4 · 1 − i t (1 − t2 )−1/2 s (1 − s2 ) 2 ds.

Then we find out  (t) = n [Pn−1,d (t) − t Pn,d (t)] . (1 − t2 ) Pn,d

This equality is proved for d ≥ 3. For d = 2, Pn,2 (t) = cos(n arccos t) and one can verify directly the equality. So we have the relation  (1 − t2 ) Pn,d (t) = n [Pn−1,d (t) − t Pn,d (t)] ,

2.7.4

n ≥ 1, d ≥ 2, t ∈ [−1, 1]. (2.95)

Generating Function

Consider the following generating function of the Legendre polynomials φ(r) =

 ∞   n+d−3 Pn,d (t) rn , d − 3 n=0

Let us first derive a compact formula for φ(r).

|t| ≤ 1, |r| < 1.

(2.96)

2.7 Legendre Polynomials: Properties

53

Since |Pn,d (t)| ≤ 1 for any n, d and t, it is easy to verify that the series converges absolutely for any r with |r| < 1. We differentiate (2.96) with respect to r to find   ∞  n+d−3  φ (r) = n Pn,d (t) rn−1 (2.97) d − 3 n=1 =

  n+d−2 (n + 1) Pn+1,d (t) rn . d − 3 n=0 ∞ 

(2.98)

Using (2.97) and (2.98), we can write   ∞     n+d−2 2 1 + r − 2 r t φ (r) = (n + 1) Pn+1,d (t) rn d − 3 n=0   ∞  n+d−3 + n Pn,d (t) rn+1 d − 3 n=1

  ∞  n+d−3 −2t n Pn,d (t) rn . d − 3 n=1

(2.99)

In the first sum of (2.99), for n ≥ 1, use the following relation from (2.86): Pn+1,d (t) =

2n + d − 2 n t Pn,d (t) − Pn−1,d (t). n+d−2 n+d−2

Then after some straightforward algebraic manipulations, we obtain from (2.99) that   1 + r2 − 2 r t φ (r) = (d − 2) (t − r) φ(r). (2.100) The unique solution of the differential equation (2.100) with the initial condition φ(0) = P0,d (0) = 1 is

 − d−2 2 φ(r) = 1 + r2 − 2 r t .

Therefore, we have the following compact formula for the generating function of the Legendre polynomials:  ∞    − d−2 n+d−3 2 , Pn,d (t) rn = 1 + r2 − 2 r t d − 3 n=0

|t| ≤ 1, |r| < 1. (2.101)

In particular, we have, for Pn (t) := Pn,3 (t), ∞  n=0

rn Pn (t) =

(1 +

r2

1 , − 2rt)1/2

|t| ≤ 1, |r| < 1.

(2.102)

54

2

Spherical Harmonics

The Legendre polynomials Pn,3 (t) were originally introduced as coefficients of the expansion (2.102). For d ≥ 3, we differentiate (2.101) with respect to r for |r| < 1:   ∞  n+d−3 (d − 2) (t − r) n Pn,d (t) rn−1 = d . d−3 (1 + r2 − 2 r t) 2 n=1

(2.103)

Note that 1 (1 + r2 − 2 r t)

d−2 2

+

2 r (t − r)

=

d

(1 + r2 − 2 r t) 2

1 − r2 d

(1 + r2 − 2 r t) 2

.

Multiply both sides by (d − 2) and apply (2.101) and (2.103). Then we obtain   n+d−3 (d − 2) (1 − r2 ) (2 n + d − 2) Pn,d (t) rn = d . d−3 (1 + r2 − 2 r t) 2 n=0 ∞ 

This identity can be rewritten as ∞ 

Nn,d rn Pn,d (t) =

n=0

1 − r2 d

(1 + r2 − 2rt) 2

and has been proved for d ≥ 3. It can be verified that the identity holds also for d = 2. Therefore, we have the next result. Proposition 2.28. (Poisson identity) For d ≥ 2, ∞ 

Nn,d rn Pn,d (t) =

n=0

1 − r2 d

(1 + r2 − 2rt) 2

,

|r| < 1, t ∈ [−1, 1].

(2.104)

Consider the special case d = 2. Then Pn,2 (t) = cos(n arccos t). With t = cos θ, the Poisson identity (2.104) is 1+2

∞  n=1

rn cos(nθ) =

1 − r2 1 + r2 − 2r cos θ

|r| < 1, 0 ≤ θ ≤ π.

(2.105)

With d = 3, the Poisson identity (2.104) is ∞  n=0

(2n + 1) rn Pn,3 (t) =

1 − r2 3

(1 + r2 − 2rt) 2

,

|r| < 1, t ∈ [−1, 1].

This Poisson identity provides the expansion of the Henyey–Greenstein phase function (1.2) with respect to the Legendre polynomials.

2.7 Legendre Polynomials: Properties

55

We now use (2.101) to derive a few more recursive relations involving the first order derivative of the Legendre polynomials. Differentiate (2.101) with respect to t,  ∞   n+d−3 n=0

d−3

 − d  (t) rn = (d − 2) r 1 + r2 − 2 r t 2 . Pn,d

Differentiate (2.101) with respect to r,   ∞   − d n+d−3 n Pn,d (t) rn−1 = (d − 2) (t − r) 1 + r2 − 2 r t 2 . d − 3 n=1 Combining these two equalities we have (t − r)

 ∞   n+d−3 n=1

d−3

 (t) rn = Pn,d

  ∞  n+d−3 n Pn,d (t) rn , d − 3 n=1

i.e., t

  ∞  ∞    n+d−3 n+d−4   (t) rn − (t) rn Pn,d Pn−1,d d − 3 d − 3 n=1 n=2   ∞  n+d−3 = n Pn,d (t) rn . d − 3 n=1

Thus, for n ≥ 2, t

      n+d−3 n+d−4 n+d−3   Pn,d Pn−1,d Pn,d (t), (t) − (t) = n d−3 d−3 d−3

which can be simplified to   (n + d − 3) t Pn,d (t) − n Pn−1,d (t) = n (n + d − 3) Pn,d (t).

(2.106)

Differentiate (2.86) with respect to t,      (t) = (2 n + d − 2) t Pn,d (t) + Pn,d (t) − n Pn−1,d (t). (n + d − 2) Pn+1,d (2.107) Add (2.106) and (2.107) to obtain     (n + d − 2) Pn+1,d (t) − (n + 1) t Pn,d (t) = n2 + (d − 1) n + d − 2 Pn,d (t). (2.108)

56

2

Spherical Harmonics

We can use either (2.106) or (2.108) to express a Legendre polynomial in terms of derivatives of Legendre polynomials: Pn,d (t) =

1 1  t Pn,d P (t) − (t), n n + d − 3 n−1,d

Pn,d (t) =

n+d−2 P (t) n2 + (d − 1) n + d − 2 n+1,d

(2.109)

and

−

n2

n+1 t P  (t). + (d − 1) n + d − 2 n,d

(2.110)

Replace n by (n − 1) in (2.108),   (n + d − 3) Pn,d (t) − n t Pn−1,d (t) = n (n + d − 3) Pn−1,d (t).

Then subtract from this relation the identity obtained from (2.106) multiplied by t,  (1 − t2 ) Pn,d (t) = n [Pn−1,d (t) − t Pn,d (t)] . This is the formula (2.95). From (2.86), Pn−1,d (t) =

2n + d − 2 n+d−2 t Pn,d (t) − Pn+1,d (t). n n

We can use this relation in (2.95) to recover (2.93).

2.7.5

Values and Bounds

First, we recall the parity property (2.73), Pn,d (−t) = (−1)n Pn,d (t),

−1 ≤ t ≤ 1.

(2.111)

We know from (2.20) that Pn,d (1) = 1. Using the property (2.111), we further have Pn,d (−1) = (−1)n .

(2.112)

2.7 Legendre Polynomials: Properties

57

This result also follows from the value pn (−1) =

d−1 2 ) , d−1 Γ( 2 )

2n Γ(n +

computed with a similar technique used in evaluating pn (1) in the proof of Theorem 2.23. We use (2.72) to compute Pn,d (0) for d ≥ 3. Pn,d (0) =

|Sd−3 | |Sd−2 |



1 −1

in sn (1 − s2 )

d−4 2

ds.

For n odd, n = 2k + 1, k ∈ N0 , obviously, P2k+1,d (0) = 0.

(2.113)

For n even, n = 2k, k ∈ N0 , P2k,d (0) = (−1)k



|Sd−3 | 2 |Sd−2 |

1

s2k (1 − s2 )

d−4 2

ds.

tk−1/2 (1 − t)

d−4 2

dt.

0

Use the change of variable t = s2 , P2k,d (0) =

|Sd−3 | (−1)k d−2 |S

|



1

0

Therefore, P2k,d (0) = (−1)k

1 |Sd−3 | Γ( d−2 2 ) Γ(k + 2 ) . |Sd−2 | Γ(k + d−1 2 )

(2.114)

As an example,

(2k − 1)!! . 2k k! Alternatively, we may use the generating function formula (2.101) to compute the values. For example, take x = −1 in (2.101): P2k,3 (0) = (−1)k

 ∞   n+d−3 n=0

d−3

Pn,d (−1) rn = (1 + r)−(d−2) .

Apply (2.4) to expand the right side to obtain  ∞   n+d−3 n=0

d−3

Pn,d (−1) rn =

 ∞   n+d−3 n=0

d−3

(−r)n ,

|r| < 1.

58

2

Spherical Harmonics

Hence, Pn,d (−1) = (−1)n . We may also apply (2.90) to find derivative values at particular points. For instance, since Pn−j,d+2j (1) = 1, Pn−j,d+2j (−1) = (−1)n−j , we have for n ≥ j and d ≥ 2, n!(n + j + d − 3)!Γ( d−1 2 )

(j)

Pn,d (1) =

2j (n − j)!(n + d − 3)!Γ(j +

(−1)n n!(n + j + d − 3)!Γ( d−1 2 )

(j)

Pn,d (−1) =

d−1 2 )

2j (n − j)!(n + d − 3)!Γ(j +

d−1 2 )

,

.

In particular, for d = 3, (j)

Pn,3 (1) =

(n + j)! , 2j j!(n − j)!

from which,  Pn,3 (1) =

1 n (n + 1) , 2

 Pn,3 (1) =

1 (n − 1) n (n + 1) (n + 2) . 8

Next we provide some bounds for the Legendre polynomials and their derivatives. We use (2.72) to bound Pn,d (t). For s, t ∈ [−1, 1],    1/2   ≤ (t2 + 1 − t2 )1/2 = 1. t + i (1 − t2 )1/2 s = t2 + (1 − t2 ) s2

(2.115)

So for d ≥ 3, |Sd−3 | |Pn,d (t)| ≤ d−2 |S |



1 −1

(1 − s2 )

d−4 2

ds = 1,

t ∈ [−1, 1].

This bound is valid also for d = 2. Thus, |Pn,d (t)| ≤ 1,

n ∈ N0 , d ≥ 2, t ∈ [−1, 1].

(2.116)

Instead of (2.115), we can use the bound    1/2 2 2   ≤ e−(1−t ) (1−s )/2 t + i (1 − t2 )1/2 s = 1 − (1 − t2 ) (1 − s2 )

2.7 Legendre Polynomials: Properties

59

for s, t ∈ [−1, 1]. Then, |Sd−3 | |Pn,d (t)| ≤ d−2 |S | =2



1

2

e−n (1−t

) (1−s2 )/2

−1

|Sd−3 | |Sd−2 |



1

2

e−n (1−t

(1 − s2 )

) (1−s2 )/2

0

d−4 2

(1 − s2 )

ds

d−4 2

ds.

Let t ∈ (−1, 1). Use the change of variable s = 1 − u and the relation u ≤ 1 − s2 ≤ 2u for s ∈ [0, 1], |Pn,d (t)| < 2

d−2 2

|Sd−3 | |Sd−2 |



∞

2

e−n (1−t

) u/2

u

d−4 2

du.

0

For the integral, we apply the formula (1.4), 

∞

e

−n (1−t2 ) u/2

u

d−4 2

0

!

2 du = n (1 − t2 )

 " d−2  2 d−2 Γ . 2

Then, Γ( d−2 |Sd−3 | 2 ) d−2 d−2 |S | [n (1 − t2 )] 2 ! " d−2 2 Γ( d−1 4 2 ) = √ . n (1 − t2 ) π

|Pn,d (t)| < 2d−2

This inequality is valid also for d = 2. Therefore, |Pn,d (t)|